Current Volatilities. You wish to price your own options, but you need current volatilities on the euro, British pound, and Japanese yen. Using the following Web sites, collect spot rates and volatilities in order to price forward at-the-money put options for your option pricing analysis.

Federal Reserve Bank of New York www.newyorkfed.org/markets/

foreignex.html RatesFX.com www.ratesfx.com/